Anic Equity¶

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Total return since start: 0.629 %¶

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Equity now: -----------------------------> 49754.16 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: 1.808 %¶

This Week¶

Return: 0.921 %¶

Total portfolio value¶

Return including deposits: 62.892 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.470000 1668.600000 199.600000 13.590000 1468.999998
Orrön Energy 180 6.830000 2196.900000 153.900000 7.530000 2043.000000
Sedana Medical 93 3.980000 2670.960000 149.960000 5.950000 2521.000011
Atrium Ljungberg B 5 4.460000 995.000000 60.000000 6.420000 935.000000
Platzer Fastigheter Holding B 12 5.200000 1020.000000 59.000000 6.140000 960.999996
VEF 909 5.000000 1908.900000 58.900000 3.180000 1850.000436
Catena 2 4.180000 836.800000 44.800000 5.660000 792.000000
Sagax B 4 3.650000 898.400000 44.400000 5.200000 854.000000
JM 6 3.280000 906.600000 42.600000 4.930000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 3.400000 1001.040000 34.040000 3.520000 966.999996
BioGaia B 8 2.140000 954.400000 24.400000 2.620000 930.000000
Biotage 7 1.710000 959.000000 18.000000 1.910000 940.999997
Byggmax Group 33 1.870000 970.860000 14.860000 1.550000 956.000001
Bilia A 8 1.600000 914.400000 14.400000 1.600000 900.000000
Gränges 9 1.450000 941.400000 13.400000 1.440000 927.999999
Clas Ohlson B 12 0.990000 984.000000 11.000000 1.130000 972.999996
HEXPOL B 9 0.090000 1028.700000 7.700000 0.750000 1020.999996
EQT 4 1.060000 836.800000 4.800000 0.580000 832.000000
OX2 13 1.450000 954.200000 4.200000 0.440000 949.999999
AcadeMedia 8 1.100000 405.200000 3.200000 0.800000 402.000000
ASSA ABLOY B 3 0.700000 781.200000 2.200000 0.280000 779.000001
Nordic Waterproofing Holding 7 1.480000 957.600000 -9.400000 -0.970000 966.999999
Alimak Group 11 -0.120000 916.300000 -11.700000 -1.260000 927.999996
Addnode Group B 11 0.180000 903.100000 -17.900000 -1.940000 921.000003
SKF B 5 -1.310000 919.750000 -20.250000 -2.150000 940.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Hexagon B 26 1.380000 3437.200000 -23.800000 -0.690000 3461.000010
Vitec Software Group B 2 2.020000 1063.000000 -24.000000 -2.210000 1087.000000
Indutrade 5 2.500000 1190.000000 -28.000000 -2.300000 1218.000000
Latour B 4 -0.150000 816.800000 -40.200000 -4.690000 857.000000
Bufab 3 -0.400000 1048.800000 -60.200000 -5.430000 1109.000001
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
BHG Group 97 2.000000 1382.250000 -76.750000 -5.260000 1458.999989
TOTAL 45695.860000 639.860000 -6.33143% 45056.000411

Updated:¶

'2023-07-04 17:20:34.992400'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶